Marta Ferreira

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Person:384758

Available identifiers

zbMath Open ferreira.martaMaRDI QIDQ384758

List of research outcomes





PublicationDate of PublicationType
Extremal index: estimation and resampling2024-09-02Paper
Clustering of extreme values: estimation and application2024-06-04Paper
A crossinggram for random fields on lattices2024-01-10Paper
A new blocks estimator for the extremal index2023-10-24Paper
The stopped clock model2022-06-24Paper
Asymptotic dependence of bivariate maxima2022-06-10Paper
Tail dependence and smoothness of time series2021-11-22Paper
Multivariate medial correlation with applications2021-05-07Paper
Dissecting the multivariate extremal index and tail dependence2020-12-29Paper
pMAX Random Fields2020-07-08Paper
Tail Dependence Under Sample Failures2020-02-17Paper
https://portal.mardi4nfdi.de/entity/Q52070922020-01-06Paper
Discussion of “Birnbaum‐Saunders distribution: A review of models, analysis, and applications” and a novel financial extreme value data analytics from natural disasters2019-09-17Paper
https://portal.mardi4nfdi.de/entity/Q46870922018-10-10Paper
An analysis of a heuristic procedure to evaluate tail (in)dependence2018-08-28Paper
Estimating the extremal index through local dependence2018-06-29Paper
https://portal.mardi4nfdi.de/entity/Q45681372018-06-15Paper
Multidimensional extremal dependence coefficients2018-01-23Paper
Estimating multivariate extremal dependence: a new proposal2017-02-09Paper
https://portal.mardi4nfdi.de/entity/Q29417752015-08-25Paper
Tail Dependence of a Pareto Process2015-07-08Paper
Extremes of scale mixtures of multivariate time series2015-06-12Paper
Extremal (in)dependence of a maximum autoregressive process2015-05-21Paper
On the tail index estimation of an autoregressive Pareto process2015-05-21Paper
Nonparametric estimation of the tail-dependence coefficient2014-10-15Paper
Estimation of the parameter of a pARMAX model2014-10-15Paper
On an extreme value version of the Birnbaum-Saunders distribution2014-10-13Paper
Extremal behavior of pMAX processes2014-08-08Paper
On tail dependence: a characterization for first-order max-autoregressive processes2014-02-20Paper
Extremes of multivariate ARMAX processes2013-11-28Paper
https://portal.mardi4nfdi.de/entity/Q49153652013-04-10Paper
On extremal dependence: some contributions2013-02-05Paper
https://portal.mardi4nfdi.de/entity/Q48989842013-01-04Paper
On the extremal behavior of a Pareto process: an alternative for ARMAX modeling2012-06-26Paper
Fragility index of block tailed vectors2012-05-18Paper
Tail dependence between order statistics2012-03-13Paper
On the penultimate tail behavior of Weibull-type models2011-09-14Paper
Modeling rare events through a \(p\)RARMAX process2010-08-19Paper
https://portal.mardi4nfdi.de/entity/Q35798152010-08-10Paper
Tail and dependence behavior of levels that persist for a fixed period of time2009-08-08Paper

Research outcomes over time

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